#Earnings $GS reports Monday morning. Below are details on earnings one-day moves over the last 12 quarters.

Since expiration is not until next Friday, I checked 5-day moves and they are slightly bigger than the one-day moves, but not a huge difference.

Jan. 16, 2019 BO +9.54% Biggest UP
Oct. 16, 2018 BO +3.01%
July 17, 2018 BO -0.18%
April 17, 2018 BO -1.64%
Jan. 17, 2018 BO -1.86%
Oct. 17, 2017 BO -2.60%
July 18, 2017 BO -2.59%
April 18, 2017 BO -4.71% Biggest DOWN
Jan. 18, 2017 BO -0.61%
Oct. 18, 2016 BO +2.14%
July 19, 2016 BO -1.17%
April 19, 2016 BO +2.28%

Avg (+ or -) 2.69%
Bias 0.13%, no significant bias on earnings.

With stock at 207.50 the data suggests these ranges:
Based on current IV (expected move into Friday per TOS): 197.93 to 217.07
Based on AVERAGE move over last 12 quarters: 201.91 to 213.09
Based on MAXIMUM move over last 12 Q’s (9.5%): 187.70 to 227.30
Based on DOWN max only (-4.7%): 197.73

Open to requests for other symbols.